Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 117,675 CHF | 2,403 CHF | 99.17% | 99.17% |
12/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 118,741 CHF | 2,425 CHF | 99.17% | 99.17% |
11/07/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 116,257 CHF | 2,375 CHF | 99.16% | 99.16% |
10/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 113,392 CHF | 2,318 CHF | 99.16% | 99.16% |
09/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 106,532 CHF | 2,181 CHF | 99.17% | 99.17% |
08/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 105,126 CHF | 2,153 CHF | 99.15% | 99.15% |
05/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 105,551 CHF | 2,161 CHF | 99.16% | 99.16% |
04/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 104,667 CHF | 2,143 CHF | 99.17% | 99.17% |
03/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 100,431 CHF | 2,059 CHF | 99.17% | 99.17% |
02/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 96,864 CHF | 1,987 CHF | 99.17% | 99.17% |